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Calculate the missing rates for yields and short rates on Treasuries. (2 pts each) Year Yield 1-year short rate 1 0.035 0.035 2 0.037 ??

Calculate the missing rates for yields and short rates on Treasuries.

(2 pts each)

Year Yield 1-year short rate

1 0.035 0.035

2 0.037 ??

3 0.040 0.045

4 0.041 ??

5 0.043 0.050

6 ?? 0.052

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